-78.3%
TE vs BUD
+12.7%
-91.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.2% |
| 7D | -22.0% | +0.5% | -22.5% | -22.1% |
| 30D | -33.6% | +7.4% | -41.0% | -34.6% |
| 3M | -61.1% | +4.3% | -65.4% | -61.5% |
| 6M | -64.7% | +5.3% | -70.0% | -65.4% |
| YTD | -68.1% | +33.2% | -101.4% | -70.4% |
| 1Y | -51.7% | +31.8% | -83.5% | -55.2% |
| 3Y | +42.0% | +47.8% | -5.8% | +28.3% |
| 5Y | -80.8% | +50.2% | -131.0% | -82.9% |
| All | -78.3% | +12.7% | -91.1% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling